distributions-rayleigh-variance

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Variance

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Rayleigh distribution variance.

The variance for a Rayleigh random variable is

Variance for a Rayleigh distribution.

where sigma > 0 is the scale parameter.

Installation

$ npm install distributions-rayleigh-variance

For use in the browser, use browserify.

Usage

var variance = require( 'distributions-rayleigh-variance' );

variance( sigma[, opts] )

Computes the variance for a Rayleigh distribution with parameter sigma. sigma may be either a number, an array, a typed array, or a matrix.

var matrix = require( 'dstructs-matrix' ),
    data,
    mat,
    out,
    i;
 
out = variance( 0.5 );
// returns ~0.107
 
sigma = [ 0.5, 1, 2, 4 ];
out = variance( sigma );
 
// returns [ ~0.107, ~0.429, ~1.717, ~6.867 ]
 
sigma = new Float32Array( sigma );
out = variance( sigma );
// returns Float64Array( [~0.107,~0.429,~1.717,~6.867] )
 
sigma =  matrix( [ 0.5, 1, 2, 4 ], [2,2] );
/*
    [ 0.5 1,
      2 4 ]
*/
 
out = variance( sigma );
/*
    [ ~0.107 ~0.429,
      ~1.717 ~6.867 ]
*/

The function accepts the following options:

  • accessor: accessor function for accessing array values.
  • dtype: output typed array or matrix data type. Default: float64.
  • copy: boolean indicating if the function should return a new data structure. Default: true.
  • path: deepget/deepset key path.
  • sep: deepget/deepset key path separator. Default: '.'.

For non-numeric arrays, provide an accessor function for accessing array values.

var sigma = [
    [0,0.5],
    [1,1],
    [2,2],
    [3,4]
];
 
function getValue( d, i ) {
    return d[ 1 ];
}
 
var out = variance( sigma, {
    'accessor': getValue
});
// returns [ ~0.107, ~0.429, ~1.717, ~6.867 ]

To deepset an object array, provide a key path and, optionally, a key path separator.

var sigma = [
    {'x':[9,0.5]},
    {'x':[9,1]},
    {'x':[9,2]},
    {'x':[9,4]}
];
 
var out = variance( sigma, {
    'path': 'x|1',
    'sep': '|'
});
/*
    [
        {'x':[9,~0.107]},
        {'x':[9,~0.429]},
        {'x':[9,~1.717]},
        {'x':[9,~6.867]},
    ]
*/
 
var bool = ( data === out );
// returns true

By default, when provided a typed array or matrix, the output data structure is float64 in order to preserve precision. To specify a different data type, set the dtype option (see matrix for a list of acceptable data types).

var sigma, out;
 
sigma = new Float64Array( [ 0.5,1,2,4 ] );
 
out = variance( sigma, {
    'dtype': 'int32'
});
// returns Int32Array( [ 0,0,1,6 ] )
 
// Works for plain arrays, as well...
out = variance( [0.5,1,2,4], {
    'dtype': 'int32'
});
// returns Int32Array( [ 0,0,1,6 ] )

By default, the function returns a new data structure. To mutate the input data structure (e.g., when input values can be discarded or when optimizing memory usage), set the copy option to false.

var sigma,
    bool,
    mat,
    out,
    i;
 
sigma = [ 0.5, 1, 2, 4 ];
 
out = variance( sigma, {
    'copy': false
});
// returns [ ~0.107, ~0.429, ~1.717, ~6.867 ]
 
bool = ( data === out );
// returns true
 
mat = matrix( [ 0.5, 1, 2, 4 ], [2,2] );
/*
    [ 0.5 1,
      2 4 ]
*/
 
out = variance( mat, {
    'copy': false
});
/*
    [ ~0.107 ~0.429,
      ~1.717 ~6.867 ]
*/
 
bool = ( mat === out );
// returns true

Notes

  • If an element is not a positive number, the variance is NaN.

    var sigma, out;
     
    out = variance( -1 );
    // returns NaN
     
    out = variance( 0 );
    // returns NaN
     
    out = variance( null );
    // returns NaN
     
    out = variance( true );
    // returns NaN
     
    out = variance( {'a':'b'} );
    // returns NaN
     
    out = variance( [ true, null, [] ] );
    // returns [ NaN, NaN, NaN ]
     
    function getValue( d, i ) {
        return d.x;
    }
    sigma = [
        {'x':true},
        {'x':[]},
        {'x':{}},
        {'x':null}
    ];
     
    out = variance( sigma, {
        'accessor': getValue
    });
    // returns [ NaN, NaN, NaN, NaN ]
     
    out = variance( sigma, {
        'path': 'x'
    });
    /*
        [
            {'x':NaN},
            {'x':NaN},
            {'x':NaN,
            {'x':NaN}
        ]
    */
  • Be careful when providing a data structure which contains non-numeric elements and specifying an integer output data type, as NaN values are cast to 0.

    var out = variance( [ true, null, [] ], {
        'dtype': 'int8'
    });
    // returns Int8Array( [0,0,0] );

Examples

var matrix = require( 'dstructs-matrix' ),
    variance = require( 'distributions-rayleigh-variance' );
 
var sigma,
    mat,
    out,
    tmp,
    i;
 
// Plain arrays...
sigma = new Array( 10 );
for ( i = 0; i < sigma.length; i++ ) {
    sigma[ i ] = i + 1;
}
out = variance( sigma );
 
// Object arrays (accessors)...
function getValue( d ) {
    return d.x;
}
for ( i = 0; i < sigma.length; i++ ) {
    sigma[ i ] = {
        'x': sigma[ i ]
    };
}
out = variance( sigma, {
    'accessor': getValue
});
 
// Deep set arrays...
for ( i = 0; i < sigma.length; i++ ) {
    sigma[ i ] = {
        'x': [ i, sigma[ i ].x ]
    };
}
out = variance( sigma, {
    'path': 'x/1',
    'sep': '/'
});
 
// Typed arrays...
sigma = new Float64Array( 10 );
for ( i = 0; i < sigma.length; i++ ) {
    sigma[ i ] = i + 1;
}
out = variance( sigma );
 
// Matrices...
mat = matrix( sigma, [5,2], 'float64' );
out = variance( mat );
 
// Matrices (custom output data type)...
out = variance( mat, {
    'dtype': 'uint8'
});

To run the example code from the top-level application directory,

$ node ./examples/index.js

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:

$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:

$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,

$ make view-cov

License

MIT license.

Copyright

Copyright © 2015. The Compute.io Authors.

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